-16.5%
PTEN vs COO
+17.5%
-34.1%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -14.7% | +14.4% | +5.4% |
| 7D | +2.8% | -23.3% | +26.1% | +13.1% |
| 30D | +17.6% | -29.5% | +47.1% | +33.6% |
| 3M | +8.2% | -20.0% | +28.2% | +15.9% |
| 6M | +38.1% | -27.2% | +65.3% | +52.3% |
| YTD | +117.3% | -33.9% | +151.2% | +149.9% |
| 1Y | +146.1% | -19.9% | +166.0% | +157.4% |
| 3Y | -3.0% | -38.1% | +35.1% | +11.1% |
| 5Y | +93.5% | -52.0% | +145.4% | +143.1% |
| All | -16.5% | +17.5% | -34.1% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded COO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling